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Bernardo da Veiga

This is information that was supplied by Bernardo da Veiga in registering through RePEc. If you are Bernardo da Veiga , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Bernardo
Middle Name:
Last Name:da Veiga
Suffix:
RePEc Short-ID:pda364
Perth, Australia
http://business.curtin.edu.au/schools/economics_finance/

: +61 8 9266 7756
+61 8 9266 3026
GPO Box U1987, Perth 6845, Western Australia
RePEc:edi:securau (more details at EDIRC)
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  1. Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
  2. Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo.
  3. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Risk Management of Daily Tourist Tax Revenues for the Maldives," Working Papers 2005.137, Fondazione Eni Enrico Mattei.
  4. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives," DEA Working Papers 11, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  1. Anup M. Nandialath & Bernardo da Veiga & Madan Annavarjula & Ramesh Mohan, 2014. "The effect of heteroskedasticity on factors affecting stock repurchases," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 16(2), pages 142-156.
  2. Bernardo da Veiga & Felix Chan & Michael McAleer, 2012. "It pays to violate: how effective are the Basel accord penalties in encouraging risk management?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 95-116, 03.
  3. McAleer, Michael & da Veiga, Bernardo & Hoti, Suhejla, 2011. "Value-at-Risk for country risk ratings," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1454-1463.
  4. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 155-171.
  5. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 453-475, September.
  6. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
  7. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (6) 2005-12-09 2009-09-19 2009-11-27 2009-12-11 2010-05-29 2010-09-18. Author is listed
  2. NEP-BAN: Banking (3) 2009-11-27 2010-05-29 2010-09-18. Author is listed
  3. NEP-REG: Regulation (3) 2009-11-27 2009-12-11 2010-09-18. Author is listed
  4. NEP-FMK: Financial Markets (2) 2009-09-19 2010-09-18. Author is listed
  5. NEP-TUR: Tourism Economics (2) 2005-12-09 2006-04-08. Author is listed
  6. NEP-BEC: Business Economics (1) 2010-09-18
  7. NEP-FIN: Finance (1) 2005-12-09
  8. NEP-IFN: International Finance (1) 2010-05-29

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